Day‐of‐the‐week effect and market liquidity: A comparative study from emerging stock markets of Asia †

2021 ◽  
Author(s):  
Badal Khan ◽  
Muhammad Aqil ◽  
Syed Hasnain Alam Kazmi ◽  
Syed Imran Zaman
Keyword(s):  
Comparative Study ◽  
Stock Markets ◽  
Market Liquidity ◽  
Emerging Stock Markets ◽  
Day Of The Week

Analyzing the Existence of the Day of the Week Effect in Selected Emerging Country Stock Exchanges

2014 ◽  
Vol 1 (2) ◽  
pp. 33-43
Author(s):  
Murat Çinko ◽  
Emin Avci ◽  
Aslı Aybars ◽  
Mehtap Öner
Keyword(s):  
South Africa ◽  
Stock Markets ◽  
Stock Exchanges ◽  
Emerging Stock Markets ◽  
Emerging Country ◽  
Day Of The Week ◽  
Calendar Anomalies ◽  
Observation Period

Calendar anomalies, specifically Day of the Week (DoW) effect, have attracted considerable attention by academicians and practitioners during the last decades. This study investigates the existence of DoW effect in 13 emerging stock markets by utilizing an observation period of 12 years. Whereas the findings of the study reveal the presence of negative Monday effects for Indonesia, Malaysia, and Thailand; positive Monday returns are found in South Africa contrary to expectations. Furthermore; positive Friday returns are observed in 9 of the markets belonging to Argentina, Brazil, Bulgaria, Indonesia, Malaysia, Romania, Thailand, Tunisia, and Turkey. Additional results document the presence of positive Wednesday and Thursday returns for most of the markets analyzed.

Day-of-the-week effects in emerging stock markets

2006 ◽  
Vol 13 (10) ◽  
pp. 621-628 ◽  
Author(s):  
Syed A. Basher ◽  
Perry Sadorsky
Keyword(s):  
Stock Markets ◽  
Emerging Stock Markets ◽  
Day Of The Week

Crises in Developed and Emerging Stock Markets

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 61-63
Author(s):  
Laurie Effron
Keyword(s):  
Stock Markets ◽  
Emerging Stock Markets

Seasonalities in Stock Markets: The Day of the Week Effect

2007 ◽  
Author(s):  
George Drogalas ◽  
Athianos Stergios ◽  
George Bakas ◽  
Elekidis George
Keyword(s):  
Stock Markets ◽  
Day Of The Week
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